An asymptotically 4-stable process

zbMath0889.60044MaRDI QIDQ1378954

Krzysztof Burdzy, Andrzej Mạdrecki

Publication date: 2 June 1998

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionmathematical physicsfour-stable processvariation of the process

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Markov processes (60J99)

Related Items (5)

Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations ⋮ Itô formula for an asymptotically 4-stable process ⋮ Probabilistic representations for the solution of higher order differential equations ⋮ Probabilistic representation formula for the solution of fractional high-order heat-type equations ⋮ Explicit solutions of some fractional partial differential equations via stable subordinators

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